Games and Decisions in Risk and Reliability: Applied Stochastic Models in Business and Industry: Vol 35, No 3

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Special Issue on New Frontiers in Reliability and Risk Analysis: A Tribute to Nozer Darabsha Singpurwalla promotional image

Applied Stochastic Models in Business and Industry

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Applied Stochastic Models in Business and Industry: Volume 35, Issue 3

Special Issue:Games and Decisions in Risk and Reliability

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ISSUE INFORMATION

Issue Information

FOREWORD

Special issue of ASMBI for GDDR 2017

SPECIAL ISSUE PAPERS

System reliability and component importance when components can be swapped upon failure

V@R representation theorems in ambiguous frameworks

Large-scale automated forecasting for network safety and security monitoring

Enterprise security economics: A self-defense versus cyber-insurance dilemma

Assessing the effect of advertising expenditures upon sales: A Bayesian structural time series model

RESEARCH ARTICLES

Allocation of a relevation in redundancy problems

Degradation modeling of 2 fatigue-crack growth characteristics based on inverse Gaussian processes: A case study

New failure and minimal repair processes for repairable systems in a random environment

Bayesian planning of step-stress accelerated degradation tests under various optimality criteria

Assessing Markov property in multistate transition models with applications to credit risk modeling

Nonparametric evaluation of the first passage time of degradation processes

On fail-safe systems under random shocks

A combined filtering approach to high-frequency volatility estimation with mixed-type microstructure noises

A Bayesian two-armed bandit model

A bivariate optimal replacement policy for a system subject to a generalized failure and repair process

Control charts with random interarrival times between successive samplings

Efficiency consideration of generalized age replacement policy

Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events

Mean-variance hedging with basis risk

Bayesian l0-regularized least squares

Closed-form approximations for spread options in Lévy markets

Bayesian modeling and forecasting of Value-at-Risk via threshold realized volatility

Bayesian statistical process control for Phase I count type data

Deep learning for spatio-temporal modeling: Dynamic traffic flows and high frequency trading

Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals

A new multivariate variability control chart based on a covariance matrix combination

Detecting change points in the stress-strength reliability P(X < Y)

The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences

Inactivity times of coherent systems with dependent components under periodical inspections

Economic design of an attribute control chart for monitoring mean life based on multiple deferred state sampling

Preventive maintenance for homogeneous and heterogeneous systems

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